The Importance of Hyperparameters in Machine Learning
The Importance of Hyperparameters in Machine Learning
Hyperparameters in
Machine Learning
Hyperparameters are essential elements in any machine learning algorithm that
impact the model performance and generalization. In this presentation, we will
discuss the definition of hyperparameters, their significance, and the importance of
selecting and tuning them.
by Basayya Hiremath
Tuning Hyperparameters
1 Techniques for Selecting and
Tuning Hyperparameters
Domain Knowledge
Using domain knowledge or intuition about the problem helps in selecting the hyperparameters' appropriate range
and state the only possible values they could take.
Constraints
Understanding the numerical or computational constraints of the problem helps in defining the hyperparameters'
maximum and minimum values.
Scalability
Scaling the hyperparameters' search space is essential as it may limit the optimization time and resources. It's
necessary to optimize the hyperparameters of a smaller portion before extending the search space.
Evaluating and Comparing Different
Hyperparameter Configurations
1 Metrics and Evaluation
Selecting the appropriate metric for evaluation is essential, whether it's classification accuracy, mean
squared error, ROC curve, or others.
2 Cross-validation
Cross-validation helps in selecting the optimized hyperparameters' configuration by testing the model's
performance on the evaluation metric and generalizing it to the unseen data.
3 Statistical Analysis
Statistical analysis, such as hypothesis testing, confidence intervals, and ANOVA, can help in
comparing different hyperparameter configurations and selecting the best one.
Impact of Hyperparameters on Model
Performance and Generalization
Hyperparameters' impact on model performance and generalization is substantial, as they affect the model's capacity,
learning rate, regularization, and other properties that determine the model's quality. Selecting and tuning the appropriate
hyperparameters can lead to better accuracy, precision, recall, and F1-score while reducing overfitting and underfitting.
Overfitting and Underfitting in
Hyperparameter Tuning
Overfitting Underfitting
Overfitting happens when the model is capturing the Underfitting happens when the model is too simple to
training data too well, but it doesn't generalize well on capture the relationships between the input and output
new data. Hyperparameters like the complexity and data. Hyperparameters like the learning rate,
depth of the model affect the balance between regularization, or kernel type affect the model's capacity
overfitting and underfitting. and ability to represent complex patterns in the data.
Grid Search vs. Random Search vs. Bayesian
Optimization
Grid search is a common technique Random search is another technique Bayesian optimization is a
to tune the hyperparameters by that samples the hyperparameters probabilistic optimization technique
iterating over all possible randomly from the predefined that uses prior knowledge about the
combinations of the parameters in a search space but performs better objective function and updates it
predefined search space. It's than grid search and doesn't suffer with new observations. It's more
straightforward and non-stochastic from the curse of dimensionality. efficient than other techniques but
but prone to overfitting and suffers requires an initial guess of the
from a curse of dimensionality. hyperparameters' posteriors.